+209.5%
CVX vs STT
+198.7%
+10.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +1.6% | +5.1% | -3.5% | -0.7% |
| 30D | -0.6% | -0.2% | -0.4% | -0.8% |
| 3M | +11.0% | -8.1% | +19.2% | +14.8% |
| 6M | +18.4% | +16.6% | +1.8% | +8.9% |
| YTD | +45.9% | +37.8% | +8.1% | +22.5% |
| 1Y | +46.7% | +46.8% | -0.2% | +19.2% |
| 3Y | +71.6% | +181.2% | -109.6% | -1.9% |
| 5Y | +131.4% | +105.1% | +26.3% | +47.3% |
| All | +209.5% | +198.7% | +10.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling